26
H index
44
i10 index
3764
Citations
Erasmus Universiteit Rotterdam | 26 H index 44 i10 index 3764 Citations RESEARCH PRODUCTION: 54 Articles 104 Papers 1 Chapters RESEARCH ACTIVITY: 39 years (1983 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pde225 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Casper G. de Vries. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | The External Exchange Rate Volatility Influence on The Trade Flows: Evidence from Nonlinear ARDL Model. (2023). Uddin, Mohammed Ahmar ; Wong, Wing-Keung ; Elsherazy, Tarek Abbas ; Chang, Bisharat Hussain ; Imane, Ennadifi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:75-98. Full description at Econpapers || Download paper |
2023 | “Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series”. (2023). Sansó, Andreu ; Carrion, Josep Lluis. In: AQR Working Papers. RePEc:aqr:wpaper:202305. Full description at Econpapers || Download paper |
2023 | Competition in Signaling. (2021). Vaccari, Federico. In: Papers. RePEc:arx:papers:2103.05317. Full description at Econpapers || Download paper |
2023 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper |
2023 | Equilibria of Attacker-Defender Games. (2022). , Zsombor ; Gross, Jorg. In: Papers. RePEc:arx:papers:2202.10072. Full description at Econpapers || Download paper |
2024 | Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2206.13679. Full description at Econpapers || Download paper |
2024 | Contests as Optimal Mechanisms under Signal Manipulation. (2023). Qiu, Xiaoyun ; Li, Yingkai. In: Papers. RePEc:arx:papers:2302.09168. Full description at Econpapers || Download paper |
2023 | The Dynamics of Instability. (2023). Gonçalves, Duarte ; Gonccalves, Duarte ; Barilla, C'Esar. In: Papers. RePEc:arx:papers:2303.07285. Full description at Econpapers || Download paper |
2023 | New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025. Full description at Econpapers || Download paper |
2023 | Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327. Full description at Econpapers || Download paper |
2023 | Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635. Full description at Econpapers || Download paper |
2023 | Is Money Essential? An Experimental Approach. (2023). Wright, Randall ; Sultanum, Bruno ; Puzzello, Daniela ; Norman, Peter ; Jiang, Janet Hua. In: Staff Working Papers. RePEc:bca:bocawp:23-39. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Chamberlin without differentiation: Soft capacity constrained price competition with free entry. (2023). Drouhin, Nicolas ; Cabondhersin, Marielaure. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:1:p:118-126. Full description at Econpapers || Download paper |
2023 | Why Fixed-Price Policy Prevails: The Effect of Trade Frictions and Competition. (2023). Selcuk, Cemil. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/18. Full description at Econpapers || Download paper |
2023 | External Balance Sheets and the COVID-19 Crisis.. (2023). Juvenal, Luciana ; Hale, Galina. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt00p8f01t. Full description at Econpapers || Download paper |
2023 | Spite in Litigation. (2023). Stabler, Jonathan ; Mill, Wladislaw. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10290. Full description at Econpapers || Download paper |
2023 | Tax Uncertainty and Welfare-Improving Tax Disputes. (2023). Hashimzade, Nigar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10392. Full description at Econpapers || Download paper |
2023 | Greshams Law for Politicians. (2021). Mattozzi, Andrea ; Levine, David K. In: Levine's Working Paper Archive. RePEc:cla:levarc:11694000000000049. Full description at Econpapers || Download paper |
2023 | Scientific progress in information theory quantifiers. (2023). , Abrao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923001613. Full description at Econpapers || Download paper |
2023 | Capturing information in extreme events. (2023). Ardakani, Omid. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003269. Full description at Econpapers || Download paper |
2023 | PELVE: Probability Equivalent Level of VaR and ES. (2023). Wang, Ruodu ; Li, Hengxin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:353-370. Full description at Econpapers || Download paper |
2023 | Designing contests between heterogeneous contestants: An experimental study of tie-breaks and bid-caps in all-pay auctions. (2023). Szech, Nora ; Sheremeta, Roman M ; Llorente-Saguer, Aniol. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292122002070. Full description at Econpapers || Download paper |
2023 | How Trump triumphed: Multi-candidate primaries with buffoons. (2023). Castanheira, Micael ; Schotter, Andrew ; Leutgeb, Johannes ; Huck, Steffen. In: European Economic Review. RePEc:eee:eecrev:v:157:y:2023:i:c:s0014292123001356. Full description at Econpapers || Download paper |
2023 | How to preempt attacks in multi-front conflict with limited resources. (2023). Morath, Florian ; Konrad, Kai A. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:1:p:493-500. Full description at Econpapers || Download paper |
2023 | Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Ma, Tiejun ; Xu, Huifu ; Wang, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347. Full description at Econpapers || Download paper |
2023 | Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767. Full description at Econpapers || Download paper |
2023 | Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement. (2023). Nave, Juan M ; Gonzalez-Sanchez, Mariano. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000285. Full description at Econpapers || Download paper |
2023 | Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x. Full description at Econpapers || Download paper |
2023 | Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479. Full description at Econpapers || Download paper |
2023 | Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649. Full description at Econpapers || Download paper |
2023 | Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151. Full description at Econpapers || Download paper |
2023 | Subjectivity in conventional tail measures: An exploratory model with risks & biases’. (2023). Majumder, Debasish. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003239. Full description at Econpapers || Download paper |
2023 | Time-varying market efficiency of safe-haven assets. (2023). Leirvik, Thomas ; Okoroafor, Ugochi C. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323003963. Full description at Econpapers || Download paper |
2023 | Network effects on risk co-movements: A network quantile autoregression-based analysis. (2023). Zhu, Xiaonan ; Shu, Lei ; Gao, YU ; Chen, YU. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004427. Full description at Econpapers || Download paper |
2023 | Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation. (2023). Faias, Jose Afonso. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000593. Full description at Econpapers || Download paper |
2023 | On monotone pure-strategy Bayesian-Nash equilibria of a generalized contest. (2023). Prokopovych, Pavlo ; Yannelis, Nicholas C. In: Games and Economic Behavior. RePEc:eee:gamebe:v:140:y:2023:i:c:p:348-362. Full description at Econpapers || Download paper |
2023 | Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597. Full description at Econpapers || Download paper |
2023 | A multifractal model of asset (in)variances. (2023). Grobys, Klaus. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000355. Full description at Econpapers || Download paper |
2023 | External Balance Sheets and the COVID-19 Crisis. (2023). Juvenal, Luciana ; Hale, Galina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622001662. Full description at Econpapers || Download paper |
2023 | Initially contestable property rights and Coase: Evidence from the lab. (2023). Nguyen, Mai Phuong ; MacKenzie, Ian A ; Friesen, Lana. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:120:y:2023:i:c:s0095069623000608. Full description at Econpapers || Download paper |
2023 | Symmetry in n-player games. (2023). Plan, Asaf. In: Journal of Economic Theory. RePEc:eee:jetheo:v:207:y:2023:i:c:s0022053122001399. Full description at Econpapers || Download paper |
2023 | Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091. Full description at Econpapers || Download paper |
2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031. Full description at Econpapers || Download paper |
2023 | Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642. Full description at Econpapers || Download paper |
2023 | ‘Born this Way’? Prenatal exposure to testosterone may determine behavior in competition and conflict. (2023). Espín, Antonio ; Chowdhury, Subhasish ; Brañas-Garza, Pablo ; Nieboer, Jeroen ; Espin, Antonio M ; Braas-Garza, Pablo. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:96:y:2023:i:c:s0167487023000247. Full description at Econpapers || Download paper |
2023 | Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979. Full description at Econpapers || Download paper |
2023 | Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. (2023). Nakonieczny, Joanna ; Tiwari, Sunil ; Si, Kamel ; Shahzad, Umer ; Nesterowicz, Renata. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200633x. Full description at Econpapers || Download paper |
2023 | Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x. Full description at Econpapers || Download paper |
2023 | Delivery in the city: Differentiated products competition among New York restaurants. (2023). Schiff, Nathan ; Dai, Tianran ; Cosman, Jacob. In: Journal of Urban Economics. RePEc:eee:juecon:v:134:y:2023:i:c:s0094119022000857. Full description at Econpapers || Download paper |
2023 | Ability grouping in contests. (2023). Xiao, Jun. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:104:y:2023:i:c:s0304406822001185. Full description at Econpapers || Download paper |
2023 | The role of the second prize in all-pay auctions with two heterogeneous prizes. (2023). Sela, Aner ; Levi, Ofer ; Lagziel, David ; Cohen, Chen. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:105:y:2023:i:c:s0304406823000137. Full description at Econpapers || Download paper |
2023 | Information sharing decisions in all-pay auctions with correlated types. (2023). Wang, Zhewei ; Ma, Hongkun ; Lu, Jingfeng. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:107:y:2023:i:c:s0304406823000605. Full description at Econpapers || Download paper |
2023 | Strategic manipulations in round-robin tournaments. (2023). Sela, Aner ; Megidish, Reut ; Krumer, Alex. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:122:y:2023:i:c:p:50-57. Full description at Econpapers || Download paper |
2023 | An exploration of the mathematical structure and behavioural biases of 21st century financial crises. (2023). Menzies, Max ; James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008117. Full description at Econpapers || Download paper |
2023 | Does corporate diversification strategy affect stock price crash risk?. (2023). , Eric ; Shen, Jianghua ; Wang, Qian. In: International Journal of Production Economics. RePEc:eee:proeco:v:258:y:2023:i:c:s0925527323000269. Full description at Econpapers || Download paper |
2023 | Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs. (2023). Zulfiqar, Noshaba ; Wee, Jung Bum ; Bouri, Elie ; Ghosh, Bikramaditya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000715. Full description at Econpapers || Download paper |
2023 | Financial market spillovers and macroeconomic shocks: Evidence from China. (2023). Guo, Kun ; Wu, Jie ; Liu, Yue ; Feng, Haoyuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000879. Full description at Econpapers || Download paper |
2023 | Born this way? Prenatal exposure to testosterone may determine behavior in competition and conflict. (2023). Nieboer, Jeroen ; Espin, Antonio M ; Chowdhury, Subhasish M ; Braas-Garza, Pablo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118581. Full description at Econpapers || Download paper |
2024 | How Deep was the September 2001 Stock Market Crisis? Putting Recent Events on the American and French Markets into Perspective with an Index of Market Shocks. (2002). Maillet, Bertrand ; Michel, Thierry . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp417. Full description at Econpapers || Download paper |
2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277. Full description at Econpapers || Download paper |
2023 | Nonparametric Identification and Estimation of Contests with Uncertainty. (2023). Shakhgildyan, Ksenia. In: Working Papers. RePEc:igi:igierp:690. Full description at Econpapers || Download paper |
2023 | Tight and Compact Sample Average Approximation for Joint Chance-Constrained Problems with Applications to Optimal Power Flow. (2023). Pineda, Salvador ; Morales, Juan Miguel ; Dominguez, Concepcion ; Porras, Alvaro. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:6:p:1454-1469. Full description at Econpapers || Download paper |
2023 | Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series.. (2023). Sansó, Andreu ; Carrion, Josep Lluis. In: IREA Working Papers. RePEc:ira:wpaper:202309. Full description at Econpapers || Download paper |
2023 | Diversification and Systemic Risk of Networks Holding Common Assets. (2023). Liu, Taoxiong ; Huang, Yajing. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10211-9. Full description at Econpapers || Download paper |
2023 | Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness. (2023). Hunjra, Ahmed Imran ; ben Zaied, Younes ; Awijen, Haithem. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10336-5. Full description at Econpapers || Download paper |
2023 | Mis-judging merit: the effects of adjudication errors in contests. (2023). Stanca, Luca ; Gamba, Astrid. In: Experimental Economics. RePEc:kap:expeco:v:26:y:2023:i:3:d:10.1007_s10683-022-09785-4. Full description at Econpapers || Download paper |
2023 | Contests with revisions. (2023). Mago, Shakun D ; Dechenaux, Emmanuel. In: Experimental Economics. RePEc:kap:expeco:v:26:y:2023:i:4:d:10.1007_s10683-023-09803-z. Full description at Econpapers || Download paper |
2023 | Deterrence, settlement, and litigation under adversarial versus inquisitorial systems. (2023). Thoni, Christian ; Massenot, Baptiste ; Maraki, Maria ; Guerra, Alice. In: Public Choice. RePEc:kap:pubcho:v:196:y:2023:i:3:d:10.1007_s11127-022-01001-4. Full description at Econpapers || Download paper |
2023 | Rent dissipation in large population Tullock contests. (2023). Sultana, Rezina ; Lahkar, Ratul. In: Public Choice. RePEc:kap:pubcho:v:197:y:2023:i:1:d:10.1007_s11127-023-01103-7. Full description at Econpapers || Download paper |
2023 | Information Favoritism and Scoring Bias in Contests. (2023). Wu, Zenan ; Fu, Qiang ; Fang, Hanming ; Deng, Shanglyu. In: PIER Working Paper Archive. RePEc:pen:papers:23-002. Full description at Econpapers || Download paper |
2023 | Post-Brexit exchange rate volatility and its impact on UK exports to eurozone countries: A bounds testing approach. (2023). Souk, Jana ; Montero, Jose-Maria ; el Khoury, Rim ; Naimy, Viviane. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:14:y:2023:i:1:p:135-168. Full description at Econpapers || Download paper |
2023 | Why Fixed-Price Policy Prevails: The Effect of Trade Frictions and Competition. (2023). Gokpinar, Bilal ; Selcuk, Cemil. In: MPRA Paper. RePEc:pra:mprapa:117287. Full description at Econpapers || Download paper |
2023 | Asymmetric Impact of Exchange Rate Volatility on Commodity Trade Between Pakistan and China. (2023). Ullah, Sana ; Usman, Ahmed ; Bahmani-Oskooee, Mohsen. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:3:p:510-534. Full description at Econpapers || Download paper |
2023 | Information Uncertainty. (2023). Roy, Santanu. In: Departmental Working Papers. RePEc:smu:ecowpa:2306. Full description at Econpapers || Download paper |
2023 | Adverse selection and bounded rationality: an impossibility theorem. (2023). Yamashita, Takuro ; Murooka, Takeshi. In: The Japanese Economic Review. RePEc:spr:jecrev:v:74:y:2023:i:3:d:10.1007_s42973-022-00119-w. Full description at Econpapers || Download paper |
2023 | The interaction of emotions and cost-shifting rules in civil litigation. (2023). Rodrigues-Neto, Jose A ; Chen, Ben. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:3:d:10.1007_s00199-022-01426-4. Full description at Econpapers || Download paper |
2023 | Equilibrium existence and expected payoffs in all-pay auctions with constraints. (2023). Pastine, Ivan. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:4:d:10.1007_s00199-022-01433-5. Full description at Econpapers || Download paper |
2023 | Nested Tullock contests with nonmonotone prizes. (2023). Zhou, Lixue ; Wang, Zhewei ; Lu, Jingfeng. In: International Journal of Game Theory. RePEc:spr:jogath:v:52:y:2023:i:1:d:10.1007_s00182-022-00820-5. Full description at Econpapers || Download paper |
2023 | All-pay matching contests. (2023). Sela, Aner. In: International Journal of Game Theory. RePEc:spr:jogath:v:52:y:2023:i:2:d:10.1007_s00182-022-00831-2. Full description at Econpapers || Download paper |
2024 | The dynamics of instability. (2023). Gonçalves, Duarte ; Gonalves, Duarte ; Barilla, Cesar. In: Theoretical Economics. RePEc:the:publsh:5295. Full description at Econpapers || Download paper |
2023 | Contests with sequential entry and incomplete information. (2023). Deng, Shanglyu ; Zhu, Yuxuan ; Wu, Zenan ; Fu, Qiang. In: Theoretical Economics. RePEc:the:publsh:5367. Full description at Econpapers || Download paper |
2024 | Personalized Pricing and Competition. (2022). Zhou, Jidong ; Rhodes, Andrew. In: TSE Working Papers. RePEc:tse:wpaper:126889. Full description at Econpapers || Download paper |
2023 | How Trump Triumphed: Multi-Candidate Primaries with Buffoons. (2023). Huck, Steffen ; Leutgeb, Johannes ; Schotter, Andrew ; de Moura, Micael Castanheira. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/357969. Full description at Econpapers || Download paper |
2023 | Heterogeneity, leveling the playing field, and affirmative action in contests. (2023). Mukherjee, Anwesha ; Estevegonzalez, Patricia ; Chowdhury, Subhasish M. In: Southern Economic Journal. RePEc:wly:soecon:v:89:y:2023:i:3:p:924-974. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2000 | Value-at-Risk and Extreme Returns In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 111 |
1998 | Value-at-Risk and Extreme Returns.(1998) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
1993 | Rigging the Lobbying Process: An Application of the All-Pay Auction. In: American Economic Review. [Full Text][Citation analysis] | article | 434 |
1992 | Rigging the Lobbying Process: An Application of the All- Pay Auction..(1992) In: Pennsylvania State - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 434 | paper | |
1991 | RIGGING THE LOBBYING PROCESS: AN APPLICATION OF THE ALL- PAY AUCTION..(1991) In: Purdue University Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 434 | paper | |
1995 | Fiat Exchange in Finite Economies. In: UFAE and IAE Working Papers. [Citation analysis] | paper | 21 |
1995 | Fiat Exchange in Finite Economies..(1995) In: Purdue University Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
1995 | The All-Pay Auction with Complete Information. In: UFAE and IAE Working Papers. [Citation analysis] | paper | 653 |
1995 | The All-pay Auction with Complete Information.(1995) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 653 | paper | |
1992 | The All-Pay Auction with Complete Information..(1992) In: Pennsylvania State - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 653 | paper | |
1991 | The All-Pay Auction With Complete Information.(1991) In: Purdue University Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 653 | paper | |
1996 | The all-pay auction with complete information (*).(1996) In: Economic Theory. [Citation analysis] This paper has nother version. Agregated cites: 653 | article | |
1990 | The All-Pay Auction with Complete Information.(1990) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 653 | paper | |
1990 | The All-Pay Auction with Complete Information.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 653 | paper | |
2018 | Challenges in Implementing Worst-Case Analysis In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Tail Index Estimation: Quantile-Driven Threshold Selection In: Staff Working Papers. [Full Text][Citation analysis] | paper | 11 |
2016 | Tail index estimation: quantile driven threshold selection.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2021 | Covariates Hiding in the Tails In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Risk measures for autocorrelated hedge fund returns In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
2015 | Risk Measures for Autocorrelated Hedge Fund Returns.(2015) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2011 | Risk Measures for Autocorrelated Hedge Fund Returns.(2011) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1998 | Abnormal returns, risk, and options in large data sets In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 3 |
1998 | Abnormal Returns, Risk, and Options in Large Data Sets.(1998) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
1996 | Tail Index and Quantile Estimation with Very High Frequency Data In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
2010 | The Herodotus Paradox In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2012 | The Herodotus paradox.(2012) In: Games and Economic Behavior. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2010 | The Herodotus Paradox.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2010 | The Herodotus Paradox.(2010) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2010 | World Equity Premium Based Risk Aversion Estimates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2010 | World Equity Premium based Risk Aversion Estimates.(2010) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2000 | Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 109 |
2004 | Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | paper | |
2000 | Comparative Analysis of Litigation Systems: an Auction-Theoretic Approach..(2000) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | paper | |
2000 | Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach.(2000) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | paper | |
2000 | Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach.(2000) In: CIG Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | paper | |
2015 | Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2019 | Asset-based lending In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Asset-Based Lending.(2019) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2013 | The Impact of Competition on Prices with Numerous Firms In: Working Papers. [Full Text][Citation analysis] | paper | 61 |
2016 | The impact of competition on prices with numerous firms.(2016) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | article | |
2013 | Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1992 | Mixed Strategy Trade Equilibria. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 7 |
2001 | Asset Market Linkages in Crisis Periods In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 387 |
2001 | Asset market linkages in crisis periods.(2001) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 387 | paper | |
2001 | Asset market linkages in crisis periods.(2001) In: Proceedings. [Citation analysis] This paper has nother version. Agregated cites: 387 | paper | |
2001 | Asset Market Linkages in Crisis Periods..(2001) In: Quebec a Montreal - Recherche en gestion. [Citation analysis] This paper has nother version. Agregated cites: 387 | paper | |
2001 | Asset Market Linkages in Crisis Periods.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 387 | paper | |
2004 | Asset Market Linkages in Crisis Periods.(2004) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 387 | article | |
2004 | Generational Accounting, Solidarity and Pension Losses In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 46 |
2003 | Generational Accounting, Solidarity and Pension Losses.(2003) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2006 | Generational Accounting, Solidarity and Pension Losses.(2006) In: De Economist. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
2003 | Generational Accounting, Solidarity and Pension Losses.(2003) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2004 | Fundamentals and Joint Currency Crises In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2004 | Fundamentals and joint currency crises.(2004) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2010 | The Forward Premium Puzzle and Latent Factors Day by Day In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | The Forward Premium Puzzle and Latent Factors Day by Day.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2012 | The forward premium puzzle and latent factors day by day.(2012) In: VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2018 | Estimating a Latent Risk Premium in Exchange Rate Futures In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
2020 | Currency Futures Risk Premia and Risk Factors In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 0 |
2005 | Banking system stability: a cross-Atlantic perspective In: Working Paper Series. [Full Text][Citation analysis] | paper | 78 |
2007 | Banking System Stability. A Cross-Atlantic Perspective.(2007) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | chapter | |
2005 | Banking System Stability: A Cross-Atlantic Perspective.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2010 | Global stochastic properties of dynamic models and their linear approximations In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
2010 | Global Stochastic Properties of Dynamic Models and their Linear Approximations.(2010) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2012 | Simulating and calibrating diversification against black swans In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
1988 | Simulating currency substitution bias In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2006 | Comparing downside risk measures for heavy tailed distributions In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
2005 | Comparing downside risk measures for heavy tailed distribution.(2005) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2013 | Heavy tails of OLS In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
2013 | Fat tails, VaR and subadditivity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 49 |
1991 | On the relation between GARCH and stable processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 36 |
1990 | On the relation between GARCH and stable processes.(1990) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
1991 | On the relation between GARCH and stable processes.(1991) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
1990 | On the relation between GARCH and stable processes.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
1992 | International trade and exchange rate volatility In: European Economic Review. [Full Text][Citation analysis] | article | 125 |
1989 | INTERNATIONAL TRADE AND EXCHANGE RATE VOLATILITY..(1989) In: Erasmus University of Rotterdam - Institute for Economic Research. [Citation analysis] This paper has nother version. Agregated cites: 125 | paper | |
1995 | New evidence on the effectiveness of foreign exchange market intervention In: European Economic Review. [Full Text][Citation analysis] | article | 3 |
2007 | Portfolio selection with heavy tails In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 19 |
2006 | Portfolio Selection with Heavy Tails.(2006) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2010 | Heavy tails and currency crises In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 22 |
1995 | A note on the relationship between GARCH and symmetric stable processes In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 12 |
2000 | Portfolio selection with limited downside risk In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 38 |
1992 | It takes two to tango: Equilibria in a model of sales In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 111 |
1993 | It takes two to tango : Equilibria in a model of sales.(1993) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
1993 | Fixing soft margins In: Journal of International Economics. [Full Text][Citation analysis] | article | 2 |
2006 | Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
2004 | Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities.(2004) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2004 | Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities.(2004) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
1990 | The customs union argument for a monetary union In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2002 | Incentives for effective risk management In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
2001 | Incentives for Effective Risk Management.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2005 | The simple economics of bank fragility In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 68 |
2013 | Systemic risk and diversification across European banks and insurers In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 30 |
2013 | The number of active bidders in internet auctions In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 3 |
1992 | Differences between foreign exchange rate regimes: The view from the tails In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 37 |
2001 | Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 67 |
2000 | Using a bootstrap method to choose the sample fraction in tail index estimation.(2000) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
1997 | Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation.(1997) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
1998 | An experimental examination of rational rent-seeking In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 191 |
1998 | An experimental examination of rational rentseeking.(1998) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 191 | paper | |
2000 | Endogeneity in European money demand In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 11 |
1989 | Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 51 |
2006 | Consistent measures of risk In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 2 |
2005 | Subadditivity re–examined: the case for value-at-risk In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 19 |
2005 | VaR stress tests for highly non?linear portfolios In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
1988 | On the frequency of large stock returns: putting booms and busts into perspective In: Working Papers. [Full Text][Citation analysis] | paper | 239 |
1991 | On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective..(1991) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 239 | article | |
1998 | The value of value at risk: statistical, financial, and regulatory considerations (summary) In: Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
1993 | Limit Orders, Asymmetric Information and the Formation of asset Prices with a Computerized Specialist. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 2 |
1993 | The Solution to the Tullock Rent-Seeking Game when R > 2: Mixed Strategy Equilibria and Mean Dissipation Rates. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 101 |
1993 | The Solution to the Tullock Rent-Seeking Game when r>2: Mixed-Strategy Equilibria and Mean Dissipation Rates..(1993) In: Purdue University Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
1994 | Between Realignments and Intervention: the Belgian Franc in the European Monetary System. In: Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER). [Citation analysis] | paper | 0 |
1994 | Stylized Facts of Nominal Exchange Rate Returns. In: Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER). [Citation analysis] | paper | 58 |
2005 | Fundamental Volatility is Regime Specific In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | IMF Support and Inter-regime Exchange rate Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | IMF Support and Inter-Regime Exchange Rate Volatility.(2012) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
1983 | International Growth with Free Trade in Equities and Goods: A Comment. In: International Economic Review. [Full Text][Citation analysis] | article | 0 |
1992 | Optimal Localized Production Experience and Schooling. In: International Economic Review. [Full Text][Citation analysis] | article | 2 |
1995 | Piecemeal versus Precipitous Factor Market Integration. In: International Economic Review. [Full Text][Citation analysis] | article | 12 |
2008 | Contests with Rank-Order Spillovers In: Working Papers. [Full Text][Citation analysis] | paper | 64 |
2012 | Contests with rank-order spillovers.(2012) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | article | |
2009 | Contests with Rank-Order Spillovers.(2009) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
1998 | An EMS target zone model in discrete time In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 16 |
1991 | The Limiting Distribution of Extremal Exchange Rate Returns. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 52 |
2008 | Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation In: Annals of Finance. [Full Text][Citation analysis] | article | 9 |
2003 | The Forex Regime and EMU Expansion In: Open Economies Review. [Full Text][Citation analysis] | article | 5 |
2002 | The Forex Regime and EMU Expansion.(2002) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
1994 | The Solution to the Tullock Rent-Seeking Game When R Is Greater Than 2: Mixed-Strategy Equilibria and Mean Dissipation Rates. In: Public Choice. [Citation analysis] | article | 151 |
1999 | The Incidence of Overdissipation in Rent-Seeking Contests. In: Public Choice. [Full Text][Citation analysis] | article | 52 |
1997 | The Incidence of Overdissipation in Rent-Seeking Contests.(1997) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2013 | The drivers of downside equity tail risk In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2013 | The cross-section of tail risks in stock returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2015 | Extreme Linkages in Financial Markets: Macro Shocks and Systemic Risk In: PIER Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Indexation, Inflation Targeting cum Output Stabilization & Inflation Fluctuations In: Review of Business and Economic Literature. [Citation analysis] | article | 1 |
1998 | Beyond the Sample: Extreme Quantile and Probability Estimation In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
1998 | The EURO, Prudent Coherence? In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
1998 | A Hybrid Joint Moment Ratio Test for Financial Time Series In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
1999 | Endogenous Financial Structure and the Transmission of ECB Policy In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1999 | Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2001 | Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2001 | Portfolio Diversification Effects and Regular Variation in Financial Data In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Credit Rationing Effects of Credit Value-at-Risk In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Optimal Confidence Intervals for the Tail Index and High Quantiles In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2005 | Portfolio Diversification Effects of Downside Risk In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2005 | Auctions with Numerous Bidders In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Risk Diversification by European Financial Conglomerates In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2006 | Tail Probabilities for Regression Estimators In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2006 | Large Swings in Currencies driven by Fundamentals In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Weak & Strong Financial Fragility In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2007 | The Forward Premium Puzzle only emerges gradually In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | The Extent of Internet Auction Markets In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | The Downside Risk of Heavy Tails induces Low Diversification In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Monetary Policy in the Presence of Random Wage Indexation In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | VaR stress for highly non-linear portfolios In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
1988 | Theory and Relevance of Currency Substitution with Case Studies for Canada and the Netherlands Antilles. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
2018 | Exploiting tail shape biases to discriminate between stable and student t alternatives In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2022 | The Term Structure of Currency Futures Risk Premia In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
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